+277.5%
HL vs U
-43.3%
+320.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +0.4% | +4.4% | -4.0% | -0.3% |
| 30D | +18.8% | -1.3% | +20.1% | +19.0% |
| 3M | +43.7% | +49.6% | -5.9% | +34.0% |
| 6M | -1.0% | +100.2% | -101.2% | -12.3% |
| YTD | +8.7% | -3.7% | +12.4% | +6.8% |
| 1Y | +105.0% | -6.5% | +111.5% | +100.2% |
| 3Y | +427.3% | +12.9% | +414.4% | +370.4% |
| 5Y | +249.3% | -68.3% | +317.6% | +231.6% |
| All | +277.5% | -43.3% | +320.8% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling